Mid-session IV Report July 9, 2025

Mid-session IV Report July 9, 2025

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: UPST SOUN SYM SMMT OSCR GRPN TTD TGTX BROS ELF SG KODK APP CDE XYZ TOST DASH NOK PINS AKAM FTNT AKAM DDOG Z LLY DIS FIS WBA RXST

Popular stocks volume: SOFI INTC HOOD PLTR MSTR MRNA

Active options: TSLA NVDA SOFI AMZN AAPL INTC HOOD AMD PLTR SOUN CORZ CRWV WOLF GOOGL MSTR QS BBAI IREN MRNA META

Movement

NVIDIA (NVDA) 30-day option implied volatility is at 36; compared to its 52-week range of 32 to 89. Call put ratio 2.2 calls to 1 put as share price up 2% to $164.

Dell Technologies (DELL) 30-day option implied volatility is at 35; compared to its 52-week range of 33 to 86. Call put ratio 5 calls to 1 put with focus on July 11 weekly calls.

Caterpillar (CAT) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 62. Call put ratio 5 calls to 1 put with focus on July 415 calls as share price up 2.1%.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 13; compared to its 52-week range of 12 to 25. Call put ratio 2.3 calls to 1 put with a focus on July 9 weekly calls.

SoFi Technologies (SOFI) 30-day option implied volatility is at 71; compared to its 52-week range of 41 to 114. Call put ratio 2.4 calls to 1 put.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 58; compared to its 52-week range of 56 to 312. Call put ratio 6.5 calls to 1 put amid Linda Yaccarino stepping down as CEO of Elon Musk’s X.

Option IV into quarter results

Delta (DAL) July 11 weekly call option implied volatility is at 115, July is at 68; compared to its 52-week range of 28 to 89. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on July 10.

Conagra (CAG) July 11 weekly call option implied volatility is at 75, July is at 50; compared to its 52-week range of 15 to 36. Call put ratio 2.8 calls to 1 put into the expected release of quarter results before the bell on July 10.

Levi Strauss (LEVI) July call option implied volatility is at 80, August is at 49; compared to its 52-week range of 23 to 88. Call put ratio 1 call to 2.3 puts into the expected release of quarter results after the bell on July 10.

Options with decreasing option implied volatility: CORZ VRNA STZ
Increasing unusual option volume: AEHR PSQ NUVB VRNA PFF EXAS AMPX
Increasing unusual call option volume: TAP VRNA PSQ AEHR EXAS NUVB AMPX SANA
Increasing unusual put option volume: AEHR PL PRMB AGNC URGN